Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329995.0807 | 432287.9596 | -102292.8788 | -84662.6884 | 175952.5375 | -260615.2259 |
Total P&L (%) | 329.9951 | 432.288 | -102.2929 | -84.6627 | 175.9525 | -260.6152 |
Avg Daily Profit (%) | 0.175 | 0.2292 | -0.0542 | -0.0994 | 0.0538 | 0 |
Buy And Hold Return (%) | 21.1395 | 21.1395 | 21.1395 | 21.1395 | 21.1395 | 21.1395 |
Max Trade Drawdown | -256071 | -188764 | -119857 | -1092343 | -867580 | -333807 |
Profit Factor | 1.2225 | 1.375 | 0.6902 | 0.9708 | 1.0788 | 0.6076 |
Total Trades | 497 | 248 | 249 | 497 | 248 | 249 |
Winning Trades | 216 | 112 | 104 | 216 | 112 | 104 |
Losing Trades | 281 | 136 | 145 | 281 | 136 | 145 |
Profitability (%) | 43.4608 | 45.1613 | 41.7671 | 43.4608 | 45.1613 | 41.7671 |
Ratio Avg Win / Avg Loss | 1.5904 | 1.6697 | 0.9622 | 1.2629 | 1.3099 | 0.8471 |
Largest Winning Trade | 303284 | 303284 | 12776 | 833015 | 833015 | 76266 |
Largest Losing Trade | -44422 | -44422 | -16466 | -209154 | -209154 | -111223 |
Avg Bars in Trades | 45 | 87 | 3 | 45 | 87 | 3 |
Avg Bars in Winners | 57 | 107 | 3 | 57 | 107 | 3 |
Avg Bars in Losers | 36 | 70 | 4 | 36 | 70 | 4 |
Bars Traded | 22568 | 21587 | 981 | 22568 | 21587 | 981 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294582 | 301838 | -582954 | -579057 | -256061 | -582954 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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